求解非对称鞍点问题的广义修正的带位移分裂方法

A generalized modified shift-splitting iteration method for nonsymmetric saddle point problems

摘要: 提出了一种求解非对称鞍点问题的广义修正的带位移分裂方法,详细分析了该算法的收敛性质.数值算例表明,新算法是行之有效的,相较其它方法具有更快的收敛速度.

Abstract: A generalized modified shift-splitting iteration method is proposed for nonsymmetric saddle point problems in this paper.The convergence of this method for nonsymmetric saddle point problems is carefully analyzed.Numerical results show that the mew method is efficient,and much faster than some existing methods.